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Finance Job Senior (international) in Quantitative Finance
(Job and Internship in Finance : Quantitative finance, Financial Engineering, Mathematical Finance, IT Finance.)
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| 31 |
Job IB (New York, NY, NYC): Senior Interest Rates C++ Developer-FO Interest Rate Derivatives Trading Desk. Extensive background in C++ development. Ability to pick up new in house languages/systems quickly. Numerate background.
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| 32 |
Job IB (New York, NY, NYC): C++ Developer (C++, Equities, High frequency, Low latency, Unix, Windows). Experience writing object-oriented software using the C++ programming language.
Proficiency in both UNIX & Windows. Equities experience.
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| 33 |
Job IB (London): Equity derivatives structuring. Someone with some experience of "secondary research". Ability to present structured product ideas, based on an Asian theme, to European clients. Someone with experience in a client facing experience.
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| 34 |
Job IB (London): Leveraged Finance/Structured Finance. From a Leveraged finance background either (loan capital markets, M&A & Debt). Between second year analyst & senior associate. Anyone from a structured finance background.
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| 35 |
Job Offer : Job IB (London): Quantitative Derivatives Valuation and Independent Price Verification, VP. PhD, MSc, DEA in Mathematics, Financial Engineering. Experience in financial services/investment derivatives/valuation functions.
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| 36 |
Job bank (London): Hedge Fund Credit Officer-Credit Risk. Prior relevant Credit Risk Management work experience, preferably having covered NBFI/Hedge Fund credits. Broad knowledge of financial products especially derivatives. Strong computer skills.
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| 37 |
Job IB (London): Technical Lead-Java/C#/C++ Developer. Understanding of distributed application development across Unix/Windows, Java/C++/C#, Grids & databases. Experience of having performed architecture/permit to build/governance function.
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| 38 |
Job IB (London): Multi asset, emerging market structurer. Emerging market, multi asset structuring experience with specific experience in CEEMEA regions. You will need to be experienced in a client relations.
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| 39 |
Job IB (London): Front Office Quantitative Analyst. PhD degree in Math, Math Finance, Physics, or Engineering. 2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity.
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| 40 |
Job IB (London): IR/FX Derivatives FO Quantitative Analyst (VP). Impressive technical proficiency in VBA, C/C++ &/ Java should be complemented by a superb academic background in a highly quantitative subject.
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| 41 |
Job IB (London): Junior Quantitative Analyst in ABS & Credit Risk Models. Strong quantitative background (MSc/higher in Mathematics, Physics/Engineering). Good IT skills, with some knowledge of C++. Experience in a banking environment.
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| 42 |
Job bank (London): Commodities Traded Credit Risk Analyst-Credit Risk. Strong Excel and Access skills and ability to use these tools to gain efficiency in daily process. Experience in OpenLink and/or SRA trading systems. Understanding of VBA.
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| 43 |
Job Broker House (London): FO Equity/Credit Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic, Equity Derivative products/with Credit Derivatives experience. Strong coding skills.
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| 44 |
Job Offer invivoo (London): C#/C++/Java : Front office developer. Excellent technical skills & proven background built upon a scientific degree. Strong knowledge of SQL. Strong mathematics skills and a solid business understanding.
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| 45 |
Job bank (London): FO Quantitative Counterparty Credit Risk Analyst. Project management & leadership experience. Background in Statistics.
Counterparty credit risk analyst. Strong knowledge of PFE, EPE, EEPE. Knowledge of Basel II, BIPRU requirement
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| 46 |
Job IB (New York, NY, NYC): C++ Front Office Quantitative Developer-Interest Rates, Fixed Income, Pricing, Analytics. Strong C++, UNIX/Windows, VBA/Excel, SQL, Perl/Python. A desire to have a successful career within a growing front office team.
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| 47 |
Job IB (Singapore): C++/Python Developer. Strong C++ skills, Python scripting experience. Naturally bright & able to pick up new skills such as Python or Linux System Administration. Fluent English.
Strong sense of personal responsibility.
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| 48 |
Job IB (New York, NY, NYC): Senior Interest Rates C++ Developer-FO Interest Rate Derivatives Trading Desk. Extensive background C++. Numerate background. Background interest rate derivatives. Ability to pick up new in house languages/systems quickly
Read more... |
| 49 |
Job IB (London): Front Office Equity Derivatives Quant Analyst. PhD Mathematics/Physics/Financial Engineering. Previous experience working with Equity Exotic & Equity Derivative products.
Good programming skills, e.g. C++, VBA.
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| 50 |
Job IB (London): PhD, C++ Quantitative Developer-FO-Interest Rates. Recent PhD in Computer Science/Physics/Financial Engineering. Solid C++ Programming Experience. Windows & Unix. Full software lifecycle experience. Strong mathematical background.
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| 51 |
Job trading house (London): Market risk specialist-Quant. Qualification in a science/engineering/economics subjects involving strong numerical skills. Strong Excel skills. Database, VBA, Access & programming skills.
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| 52 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering/Physics. Programming knowledge: VBA, Excel with an understanding of C++.
Knowledge of Mandarin.
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| 53 |
Job bank (shangai, China): Risk Manager-Credit Risk. Msc degree. Strong foundation in Credit analysis & principles of credit risk management in financial services. Extensive knowledge on local Chinese banking regulation and credit environment.
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| 54 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. Counterparty credit risk analyst. Knowledge of Basel II. Background in Finance. Project management and leadership experience.
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| 55 |
Job IB (London): Senior Quantitative C++ Developer-Exotic Fixed Income. Msc/PhD in Computer Science/Physics/Mathematics. C++, Unix/Linux, STL/Boost, Design Patterns. Strong quantitative/mathematical finance background. Good communication.
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| 56 |
Job hedge fund (Geneva, Switzerland): Fixed Income/FX Quantitative Portfolio Manager. Strong academic background. Developing Systematic Strategies across G10 & Emerging Markets,
In-depth knowledge of quantitative finance & FX strategy. C++ & Matlab.
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| 57 |
Job IB (new York, NY, NYC): C++ & Python Front Office Quantitative Developer Commodities, Pricing, Analytics. Strong C++ on UNIX/Windows, SQL, Perl/Python. A background in Commodities.
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| 58 |
Job IB (Singapore): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
Read more... |
| 59 |
Job IB (London): Market risk specialist. Hold an Msc PhD in a quantative field included mathematics/physics. Experience in non-traded market risk &/ liquidity risk management in banking. Strong at forming relationships across the business.
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| 60 |
Job IB (London): Quantitative Credit Risk Modeller-Credit Risk. PD/LGD/EAD modelling. Quantitative background, Masters/PhD in Mathematics, Engineering or Physics. Programming knowledge: VBA, Excel with an understanding of C++.
Read more... |
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